Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232189.6469 | 161584.715 | 70604.9319 | 393777.5876 | 257905.3486 | 135872.239 |
Total P&L (%) | 232.1896 | 161.5847 | 70.6049 | 393.7776 | 257.9053 | 135.8722 |
Avg Daily Profit (%) | 0.4458 | 0.3102 | 0.1356 | 0.3071 | 0.2451 | 0.1649 |
Buy And Hold Return (%) | 24.592 | 24.592 | 24.592 | 24.592 | 24.592 | 24.592 |
Max Trade Drawdown | -57520 | -44445 | -36114 | -346504 | -228646 | -186477 |
Profit Factor | 1.5222 | 1.6967 | 1.3319 | 1.2536 | 1.3179 | 1.1833 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 43.6123 | 39.823 | 47.3684 | 43.6123 | 39.823 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.968 | 2.5639 | 1.4799 | 1.6208 | 1.9915 | 1.3147 |
Largest Winning Trade | 87868 | 87868 | 21381 | 170982 | 170982 | 79604 |
Largest Losing Trade | -11594 | -11460 | -11594 | -52343 | -48651 | -52343 |
Avg Bars in Trades | 109 | 107 | 110 | 109 | 107 | 110 |
Avg Bars in Winners | 156 | 163 | 150 | 156 | 163 | 150 |
Avg Bars in Losers | 72 | 70 | 75 | 72 | 70 | 75 |
Bars Traded | 24771 | 12143 | 12628 | 24771 | 12143 | 12628 |
Profit Streak | 0 | 4.5165 | 0 | 0 | 4.5165 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374748 | 251070 | -16847 | 272979 | 172553 | -14450 |
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{ "first_band": { "type": "alma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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